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JLQD vs. VCIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JLQD vs. VCIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Corporate Bond ETF (JLQD) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JLQD achieves a 0.24% return, which is significantly higher than VCIT's 0.18% return.


JLQD

1D
-0.21%
1M
0.42%
YTD
0.24%
6M
0.13%
1Y
6.25%
3Y*
5.54%
5Y*
10Y*

VCIT

1D
-0.22%
1M
0.28%
YTD
0.18%
6M
0.07%
1Y
6.13%
3Y*
6.00%
5Y*
1.22%
10Y*
2.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JLQD vs. VCIT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JLQD
Janus Henderson Corporate Bond ETF
0.24%7.77%3.21%8.76%-15.99%-1.25%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
0.18%9.34%3.20%8.98%-13.98%-1.62%

Correlation

The correlation between JLQD and VCIT is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2021

0.94

The correlation between JLQD and VCIT has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

JLQD vs. VCIT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JLQD
JLQD Risk / Return Rank: 4747
Overall Rank
JLQD Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
JLQD Sortino Ratio Rank: 5050
Sortino Ratio Rank
JLQD Omega Ratio Rank: 4747
Omega Ratio Rank
JLQD Calmar Ratio Rank: 4545
Calmar Ratio Rank
JLQD Martin Ratio Rank: 4747
Martin Ratio Rank

VCIT
VCIT Risk / Return Rank: 4242
Overall Rank
VCIT Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 4343
Sortino Ratio Rank
VCIT Omega Ratio Rank: 4040
Omega Ratio Rank
VCIT Calmar Ratio Rank: 4141
Calmar Ratio Rank
VCIT Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JLQD vs. VCIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Corporate Bond ETF (JLQD) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


JLQDVCITDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.29

1.27

+0.03

Calmar ratioReturn relative to maximum drawdown

2.19

2.08

+0.11

Martin ratioReturn relative to average drawdown

7.63

6.95

+0.68

JLQD vs. VCIT - Sharpe Ratio Comparison

The current JLQD Sharpe Ratio is 1.62, which is comparable to the VCIT Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of JLQD and VCIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JLQDVCITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.50

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.75

-0.73

Drawdowns

JLQD vs. VCIT - Drawdown Comparison

The maximum JLQD drawdown since its inception was -21.17%, roughly equal to the maximum VCIT drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for JLQD and VCIT.


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Drawdown Indicators


JLQDVCITDifference

Max Drawdown

Largest peak-to-trough decline

-21.17%

-20.56%

-0.61%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-2.96%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-6.84%

-6.11%

-0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-20.56%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

Current Drawdown

Current decline from peak

-0.97%

-1.36%

+0.39%

Average Drawdown

Average peak-to-trough decline

-8.77%

-3.16%

-5.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

0.88%

-0.06%

Volatility

JLQD vs. VCIT - Volatility Comparison

The current volatility for Janus Henderson Corporate Bond ETF (JLQD) is 1.25%, while Vanguard Intermediate-Term Corporate Bond ETF (VCIT) has a volatility of 1.38%. This indicates that JLQD experiences smaller price fluctuations and is considered to be less risky than VCIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JLQDVCITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

1.38%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

3.06%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

3.88%

4.10%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.32%

6.61%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.32%

6.28%

+0.04%

JLQD vs. VCIT - Expense Ratio Comparison

JLQD has a 0.20% expense ratio, which is higher than VCIT's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

JLQD vs. VCIT - Dividend Comparison

JLQD's dividend yield for the trailing twelve months is around 5.44%, more than VCIT's 4.80% yield.


PositionTTM20252024202320222021202020192018201720162015
JLQD
Janus Henderson Corporate Bond ETF
5.44%5.28%5.36%3.99%2.77%0.83%0.00%0.00%0.00%0.00%0.00%0.00%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.80%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%

Frequently Asked Questions


With a correlation of 0.94, JLQD and VCIT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VCIT has higher volatility (1.38%) compared to JLQD (1.25%). In terms of maximum drawdown, JLQD dropped -21.17% vs VCIT's -20.56%.

On 3-year performance, VCIT leads with 6.00% vs 5.54% for JLQD. On fees, VCIT is cheaper at 0.04% per year. On volatility, JLQD has been the lower-risk option at 1.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VCIT has performed better with a 6.00% return vs 5.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCIT is cheaper with a 0.04% expense ratio, compared with 0.20% for JLQD.

JLQD has the higher dividend yield at 5.44%, compared with 4.80% for VCIT.

JLQD tracks Bloomberg U.S. Corporate Bond Index, while VCIT tracks Barclays U.S. 5-10 Year Corp Index. They also come from different issuers: Janus Henderson and Vanguard. Their fees differ too: 0.20% for JLQD and 0.04% for VCIT.

JLQD currently has the higher Sharpe Ratio (1.62 vs 1.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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